CME Canadian Dollar Future June 2019


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 0.7775 0.7724 -0.0051 -0.7% 0.7729
High 0.7775 0.7724 -0.0051 -0.7% 0.7781
Low 0.7733 0.7695 -0.0038 -0.5% 0.7695
Close 0.7736 0.7700 -0.0036 -0.5% 0.7700
Range 0.0043 0.0030 -0.0013 -30.6% 0.0086
ATR 0.0031 0.0032 0.0001 2.2% 0.0000
Volume 27 3 -24 -88.9% 61
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7795 0.7777 0.7716
R3 0.7765 0.7747 0.7708
R2 0.7736 0.7736 0.7705
R1 0.7718 0.7718 0.7702 0.7712
PP 0.7706 0.7706 0.7706 0.7703
S1 0.7688 0.7688 0.7697 0.7682
S2 0.7677 0.7677 0.7694
S3 0.7647 0.7659 0.7691
S4 0.7618 0.7629 0.7683
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7984 0.7928 0.7747
R3 0.7898 0.7842 0.7723
R2 0.7811 0.7811 0.7715
R1 0.7755 0.7755 0.7707 0.7740
PP 0.7725 0.7725 0.7725 0.7717
S1 0.7669 0.7669 0.7692 0.7654
S2 0.7639 0.7639 0.7684
S3 0.7552 0.7583 0.7676
S4 0.7466 0.7496 0.7652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7781 0.7695 0.0086 1.1% 0.0030 0.4% 6% False True 12
10 0.7781 0.7673 0.0108 1.4% 0.0017 0.2% 25% False False 9
20 0.7781 0.7634 0.0147 1.9% 0.0015 0.2% 45% False False 6
40 0.7781 0.7573 0.0208 2.7% 0.0014 0.2% 61% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7801
1.618 0.7772
1.000 0.7754
0.618 0.7742
HIGH 0.7724
0.618 0.7713
0.500 0.7709
0.382 0.7706
LOW 0.7695
0.618 0.7676
1.000 0.7665
1.618 0.7647
2.618 0.7617
4.250 0.7569
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 0.7709 0.7738
PP 0.7706 0.7725
S1 0.7703 0.7712

These figures are updated between 7pm and 10pm EST after a trading day.

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